+293.2%
VUG vs NTR
+103.7%
+189.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +0.1% | +0.5% | -0.4% | 0.0% |
| 30D | -1.7% | +21.7% | -23.4% | -6.3% |
| 3M | +2.8% | +22.8% | -19.9% | -2.5% |
| 6M | +13.6% | +8.2% | +5.4% | +10.3% |
| YTD | +8.1% | +32.9% | -24.9% | -1.0% |
| 1Y | +13.1% | +45.3% | -32.3% | +0.7% |
| 3Y | +87.0% | +41.7% | +45.3% | +64.5% |
| 5Y | +76.0% | +49.8% | +26.1% | +41.8% |
| All | +293.2% | +103.7% | +189.5% | +158.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling